单选题 A well-diversified Investor most likely prefer a portfolio with A high or low sharpe ratio Positive ornegative skewness A. low Positive B. low Negative C. high Positive

【正确答案】 C

【答案解析】All else equal, investors would prefer a greater probability of large gains (positive skewness) and would prefer higher excess return per unit of risk (hither Sharpe ratio)